+337.3%
FERG vs AVTR
+5.6%
+331.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +9.7% | +0.5% | +9.3% | +9.7% |
| 30D | +15.0% | -1.0% | +16.1% | +15.2% |
| 3M | +3.8% | +12.2% | -8.5% | +1.9% |
| 6M | +10.6% | +97.5% | -86.8% | -1.1% |
| YTD | +17.0% | +35.6% | -18.6% | +10.3% |
| 1Y | +7.1% | +32.8% | -25.7% | +1.2% |
| 3Y | +67.7% | -16.5% | +84.2% | +66.5% |
| 5Y | +76.4% | -59.1% | +135.6% | +83.2% |
| All | +337.3% | +5.6% | +331.8% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling